Problem Note 61837: You might experience slow performance when running yield-to-maturity calculations in SAS® Risk Dimensions® and SAS® High-Performance Risk
 |  |  |  |  |
In SAS Risk Dimensions and SAS High-Performance Risk, yield-to-maturity calculations might require relatively long run times. There are no warnings or errors.
The slow performance is due to handling of negative yields.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS Risk Dimensions Enterprise Edition | Microsoft® Windows® for x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 |
| Microsoft Windows 8 Enterprise 32-bit | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows 8 Enterprise x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows 8 Pro 32-bit | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows 8 Pro x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Enterprise x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Pro 32-bit | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Pro x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows 10 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2008 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2008 R2 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2008 for x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 Datacenter | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 R2 Std | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 Std | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Windows 7 Enterprise 32 bit | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Windows 7 Enterprise x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Windows 7 Home Premium 32 bit | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Windows 7 Home Premium x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Windows 7 Professional 32 bit | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Windows 7 Professional x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Windows 7 Ultimate 32 bit | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Windows 7 Ultimate x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| 64-bit Enabled AIX | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| 64-bit Enabled Solaris | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| HP-UX IPF | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Linux for x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Solaris for x64 | 6.8 | 6.11 | 9.4 TS1M4 | 9.4 TS1M5 | ||
A fix for this issue for SAS High-Performance Risk 3.9 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/B6P.html#61837A fix for this issue for SAS Risk Dimensions Server Component 6.9 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/C1B.html#61837
In SAS Risk Dimensions and SAS High-Performance Risk, yield-to-maturity calculations might require relatively long run times. The slow performance is due to handling of negative yields.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2018-02-13 13:33:26 |
| Date Created: | 2018-02-13 10:06:15 |